desired policy goals. This paper develops a group of models to forecast inflation for Argentina, which includes autoregressive … can improve the forecast ability of the univariate autoregressive benchmark’s model of inflation. The Giacomini-White test … indicates that a BVAR performs better than the benchmark in all forecast horizons. Statistical differences between the two BVAR …

static forecasts, as well as different measures of forecast errors. Finally, we propose a new class of models which combine …